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4. Use the following inputs: (1) current stock price is $50, (2) exercise price is $45,...

4. Use the following inputs: (1) current stock price is $50, (2) exercise price is $45, (3) time to expiration is 3 months, (4) annualized risk-free rate is 6%, and (5) variance of stock return is 0.20.

a. find the call value

b. find the put value

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